Portfolio Construction and Risk Management Book
This post contains the latest version of the Portfolio Construction and Risk Management book by Anton Vorobets.
The PDF version of the Portfolio Construction and Risk Management book is freely available online at the bottom of this post.
The accompanying code to the book is available on GitHub at https://github.com/fortitudo-tech/pcrm-book1.
The book has been written through a crowdfunding campaign that you can continue contributing to and getting perks for at https://igg.me/at/pcrm-book2.
For example, you can be recognized as one of the people who help push the investment technology forward in the preface and get a complimentary one-year paid Substack subscription to this publication.
Try an institutional-grade implementation of the investment framework in the cloud
Until 11:59 PM (GMT-8) February 2, 2025, you have the opportunity to try out an institutional-grade implementation of the investment framework from the book for three months starting 11:59 PM (GMT-8) February 16, 2025.
You will get this access if you end up among the top 10 contributors by 11:59 PM (GMT-8) February 2, 2025.
Note that if you contribute €100 or more, you will also get a one-year complimentary Substack subscription to this publication.
As of January 30, the top 10 is:
€1010 (First contribution June 26, 2024)
€1000 (First contribution November 1, 2024)
€250 (First contribution June 16, 2024)
€250 (First contribution January 14, 2025)
€250 (First contribution January 18, 2025)
€120 (First contribution June 16, 2024)
€120 (First contribution June 16, 2024)
€100 (First contribution June 16, 2024)
€100 (First contribution June 20, 2024)
€100 (First contribution June 28, 2024)
Accompanying Python code to the Portfolio Construction and Risk Management book: https://github.com/fortitudo-tech/pcrm-book
Portfolio Construction and Risk Management crowdfunding and perks: https://igg.me/at/pcrm-book
Impressed, you've done a great job Anton. Congratulations!
Well done and congratulations !